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A note on testing the nested structure in multivariate regression models
Ahn, Sung K.; Lee, Eui Yong - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 451-458
Persistent link: https://www.econbiz.de/10001505521
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Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
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Inference of seasonal cointegration : Gaussian reduced rank estimation and tests for various types of cointegration
Ahn, Sung K.; Cho, Sinsup; Seong, B. Chan - In: Oxford bulletin of economics and statistics 66 (2004) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10002069785
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PRACTITIONERS CORNER - A Note on Testing the Nested Structure in Multivariate Regression Models
Ahn, Sung K.; Lee, Eui Yong - In: Oxford bulletin of economics and statistics 62 (2000) 3, pp. 451
Persistent link: https://www.econbiz.de/10006452791
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Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration
Ahn, Sung K.; Cho, Sinsup; Chan Seong, B. - In: Oxford bulletin of economics and statistics 66 (2004) 2, pp. 261
Persistent link: https://www.econbiz.de/10006430151
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Maximum Eigenvalue Test for Seasonal Cointegrating Ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10007289725
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Maximum Eigenvalue Test for Seasonal Cointegrating Ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10007290204